Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48867.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44806.6 Kr¶

PnL: ---------------------------------------> -249.4 Kr¶

DD now: ---------------------------------> -8.005 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:00:39.979528'

Anic Portfolio¶

Today¶

Return: -0.011 %¶

This Week¶

Return: -0.883 %¶

Total portfolio value¶

Return including deposits: 59.981 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1660.500000 191.500000 13.040000 1468.999998
Sedana Medical 93 1.380000 2604.000000 83.000000 3.290000 2521.000011
Orrön Energy 180 1.440000 2086.200000 43.200000 2.110000 2043.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Atrium Ljungberg B 5 0.000000 952.500000 17.500000 1.870000 935.000000
Catena 2 0.450000 806.800000 14.800000 1.870000 792.000000
Platzer Fastigheter Holding B 12 0.000000 969.600000 8.600000 0.890000 960.999996
Sagax B 4 -0.510000 862.400000 8.400000 0.980000 854.000000
JM 6 -0.820000 870.600000 6.600000 0.760000 864.000000
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
BioGaia B 8 0.000000 934.400000 4.400000 0.470000 930.000000
Biotage 7 0.000000 942.900000 1.900000 0.200000 940.999997
Gränges 9 0.100000 928.800000 0.800000 0.090000 927.999999
Byggmax Group 33 0.350000 956.340000 0.340000 0.040000 956.000001
Hexatronic Group 12 -0.100000 967.200000 0.200000 0.020000 966.999996
Clas Ohlson B 12 -0.180000 972.600000 -0.400000 -0.040000 972.999996
Bilia A 8 -0.090000 899.200000 -0.800000 -0.090000 900.000000
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
ASSA ABLOY B 3 -0.460000 772.200000 -6.800000 -0.870000 779.000001
EQT 4 -0.340000 825.200000 -6.800000 -0.820000 832.000000
SKF B 5 -0.030000 931.750000 -8.250000 -0.880000 940.000000
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
OX2 13 -0.280000 937.950000 -12.050000 -1.270000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
HEXPOL B 9 -2.360000 1003.500000 -17.500000 -1.710000 1020.999996
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
Addnode Group B 11 -0.550000 896.500000 -24.500000 -2.660000 921.000003
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Vitec Software Group B 2 -0.380000 1038.000000 -49.000000 -4.510000 1087.000000
Indutrade 5 0.220000 1163.500000 -54.500000 -4.470000 1218.000000
Bufab 3 0.000000 1053.000000 -56.000000 -5.050000 1109.000001
Hexagon B 26 -0.150000 3385.200000 -75.800000 -2.190000 3461.000010
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
BHG Group 97 -1.720000 1331.810000 -127.190000 -8.720000 1458.999989
TOTAL 44806.600000 -249.400000 -8.00548% 45056.000411

Updated:¶

'2023-07-04 09:00:57.968781'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶